Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52233.48 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48108.81 Kr¶

PnL: ---------------------------------------> -823.19 Kr¶

DD now: ---------------------------------> -1.67 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 10:58:59.448710'

Anic Portfolio¶

Today¶

Return: 0.305 %¶

This Week¶

Return: -0.158 %¶

Total portfolio value¶

Return including deposits: 70.999 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 4.330000 685.510000 46.510000 7.280000 638.999984
Xvivo Perfusion 3 0.000000 882.000000 37.000000 4.380000 845.000001
Embracer Group B 26 3.450000 697.840000 35.840000 5.410000 661.999988
Volati 5 5.580000 605.000000 31.000000 5.400000 574.000000
Vitrolife 3 2.250000 708.000000 31.000000 4.580000 677.000001
Biotage 4 1.410000 632.800000 29.800000 4.940000 603.000000
Addtech B 3 0.170000 716.400000 16.400000 2.340000 699.999999
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Svolder B 35 0.080000 2194.500000 15.500000 0.710000 2179.000005
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.230000 664.650000 10.650000 1.630000 653.999997
Fortnox 10 -0.150000 675.400000 7.400000 1.110000 668.000000
Humana 40 2.290000 677.600000 3.600000 0.530000 674.000000
Latour B 2 -0.490000 449.800000 0.800000 0.180000 449.000000
Indutrade 5 -0.600000 1320.500000 0.500000 0.040000 1320.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Addnode Group B 6 -1.820000 746.400000 -5.600000 -0.740000 751.999998
Nolato B 12 -0.930000 641.400000 -6.600000 -1.020000 648.000000
Sdiptech B 3 -1.460000 812.400000 -9.600000 -1.170000 822.000000
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.550000 645.150000 -12.850000 -1.950000 657.999999
SCA A 4 -0.410000 585.600000 -13.400000 -2.240000 599.000000
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Lime Technologies 2 -3.950000 560.000000 -33.000000 -5.560000 593.000000
Ambea 68 1.050000 2491.520000 -45.480000 -1.790000 2537.000032
Sedana Medical 135 3.530000 4279.500000 -51.500000 -1.190000 4330.999935
Creades A 7 -0.380000 546.700000 -64.300000 -10.520000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Gaming Innovation Group 161 -0.780000 4113.550000 -74.450000 -1.780000 4187.999942
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 0.000000 3760.000000 -156.000000 -3.980000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48103.220000 -828.780000 -1.67932% 48931.999868

Updated:¶

'2023-06-14 10:58:33.727070'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶